Complexity and global rates of trust-region methods based on probabilistic models-Reference-Cited by-同舟云学术

Complexity and global rates of trust-region methods based on probabilistic models

Author:

Gratton Serge¹,Royer Clément W²,Vicente Luís N³,Zhang Zaikun⁴

Affiliation:

1. University of Toulouse, IRIT, Rue Charles Camichel, Toulouse Cedex, France

2. Wisconsin Institute for Discovery, University of Wisconsin-Madison, USA

3. CMUC, Department of Mathematics, University of Coimbra, Portugal

4. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China

Funder

Université Toulouse III - Paul Sabatier

Fuel Cycle Technologies

Hong Kong Polytechnic University

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,General Mathematics

Link

Reference28 articles.

3. Convergence rate analysis of a stochastic trust region method for nonconvex optimization.;Blanchet,2016

5. Global convergence rate analysis of unconstrained optimization methods based on probabilistic models.;Cartis;Math. Program.,2017

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